-11.8%
BA vs CAPR
+43.1%
-54.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.5% |
| 7D | +1.1% | +41.1% | -40.0% | +1.2% |
| 30D | -7.9% | +11.1% | -19.0% | -7.9% |
| 3M | -25.3% | +115.3% | -140.6% | -25.0% |
| 6M | -24.6% | -73.8% | +49.2% | -24.7% |
| YTD | -20.1% | -68.8% | +48.7% | -20.2% |
| 1Y | -11.8% | +43.3% | -55.1% | -10.3% |
| All | -11.8% | +43.1% | -54.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling